+556.2%
MS vs IT
+93.0%
+463.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +0.9% |
| 7D | -1.7% | -6.8% | +5.1% | +0.6% |
| 30D | +0.9% | -0.6% | +1.5% | +0.2% |
| 3M | -10.8% | +3.1% | -13.9% | -13.5% |
| 6M | +0.9% | +25.5% | -24.6% | -11.9% |
| YTD | +9.8% | -23.5% | +33.3% | +15.1% |
| 1Y | +17.1% | -16.6% | +33.7% | +17.8% |
| 3Y | +175.7% | -53.1% | +228.8% | +247.8% |
| 5Y | +125.9% | -41.4% | +167.3% | +146.5% |
| 10Y | +556.2% | +90.9% | +465.2% | +259.7% |
| All | +556.2% | +93.0% | +463.2% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling